Run Comparison: evacuee-crushed-attentive-flakily

δ (Delta): Default rate - fraction of debt not settled on time (lower is better)
φ (Phi): Clearing rate - fraction of debt settled on due day (higher is better)
Trading Effect: δ_passive - δ_active (positive = dealer reduced defaults)
κ (Kappa): Liquidity ratio L₀/S₁ (higher = more liquid system)
c (Concentration): Debt distribution inequality (lower = more unequal)
μ (Mu): Maturity timing skew (0 = early, 1 = late due dates)

Summary Statistics

Overview of key statistics across all simulation runs.

Each point is a parameter combination. Points below the diagonal indicate the dealer reduced defaults.

How default rates change with liquidity ratio, averaged across other parameters. Green area shows dealer benefit.

Default rates by liquidity ratio, separated by concentration level.

Distribution of trading effects (dealer benefit) across different parameter values.

Trading effect heatmap for early maturity (μ=0).

Trading effect heatmap for balanced maturity (μ=0.5).

Trading effect heatmap for late maturity (μ=1).

Parallel coordinates plot showing all runs and their parameters/outcomes.

3D surface showing how trading effect varies with κ and c (averaged over μ).

Generated by bilancio run comparison visualization